+4.8%
ROKU vs TXG
+27.0%
-22.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.8% |
| 7D | -0.4% | +9.5% | -9.9% | -4.1% |
| 30D | +2.1% | +18.8% | -16.7% | -5.6% |
| 3M | +29.5% | +136.1% | -106.6% | -13.2% |
| 6M | +53.8% | +235.2% | -181.4% | -13.9% |
| YTD | +42.8% | +320.5% | -277.7% | -28.5% |
| 1Y | +60.7% | +425.2% | -364.5% | -30.2% |
| 3Y | +83.9% | +42.9% | +41.0% | +28.7% |
| 5Y | -52.8% | -62.8% | +10.0% | -49.6% |
| All | +4.8% | +27.0% | -22.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling